+85.6%
MDLZ vs SHW
+281.4%
-195.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | 0.0% | -1.2% | +1.2% | +0.4% |
| 30D | -1.6% | -11.6% | +10.0% | +2.3% |
| 3M | +0.9% | +9.1% | -8.2% | -2.3% |
| 6M | +7.3% | -0.7% | +8.0% | +6.8% |
| YTD | +16.4% | +1.4% | +15.1% | +15.0% |
| 1Y | +3.0% | -12.3% | +15.2% | +6.3% |
| 3Y | -3.7% | +23.4% | -27.1% | -12.9% |
| 5Y | +15.6% | +15.0% | +0.6% | +4.7% |
| All | +85.6% | +281.4% | -195.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling